Sökning: "algorithmic trading"
Visar resultat 21 - 25 av 56 uppsatser innehållade orden algorithmic trading.
21. Algoritmisk aktiehandel : Ett experiment i att förutsäga aktiemarknaden med hjälp av neurala nätverk
Kandidat-uppsats, Högskolan i Skövde/Institutionen för informationsteknologiSammanfattning : Ursprungligen fungerade aktier som ett medel för företag att säkerställa finansiering för nya satsningar och investeringar. Företag ställde ut aktiebrev som investerare köpte och till skillnad mot ett vanligt banklån behövde inte företagen betala tillbaka dessa aktier. LÄS MER
22. Pairs Trading in Swedish Investment Companies
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. LÄS MER
23. Algorithmic trading surveillance : Identifying deviating behavior with unsupervised anomaly detection
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Matematiska institutionenSammanfattning : The financial markets are no longer what they used to be and one reason for this is the breakthrough of algorithmic trading. Although this has had several positive effects, there have been recorded incidents where algorithms have been involved. It is therefore of interest to find effective methods to monitor algorithmic trading. LÄS MER
24. Bidding models for bond market auctions
Master-uppsats, KTH/Matematisk statistikSammanfattning : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. LÄS MER
25. Utilizing short-term noise in non-efficient markets by paired assets : -Introducing the Technical AMH trader
Master-uppsats, Umeå universitet/NationalekonomiSammanfattning : In this paper, we present an algorithmic implementation of a pairs trading strategy on the OMXS during the years from 2010 until 2018. In our case, the trading algorithm is based on the Adaptive Market Hypothesis (AMH) theory. Hence, the algorithm scans the market for temporary inefficient behaviour, as defined by AMH. LÄS MER